public void SettingNewPriceWhileOrderActiveResultsInMarketOrderCancelAndCreatesNewOrder()
{
const decimal totalQ = 25;
const decimal clipQ = 10;
const string orderID = "OrderID";
var expected = DefaultFakeOrderRecord(quantity: totalQ);
var newPrice = expected.Price + 10;
var mockServer = new Mock<IServerFacade>();
mockServer.Setup(s => s.CreateOrder(It.IsAny<OrderRecord>())).Returns(true);
var updatedOrders = new UpdatedOrders();
mockServer.Setup(s => s.UpdateOrder(It.IsAny<OrderRecord>(), It.IsAny<OrderRecord>()))
.Returns(true)
.Callback<OrderRecord, OrderRecord>(updatedOrders.AddUpdate);
const decimal priceDelta = 0;
var iceberg = new IcebergOrder(mockServer.Object,
expected.Symbol,
expected.ClOrdID,
expected.Side,
expected.Quantity,
clipQ,
expected.Price,
priceDelta);
iceberg.Activate();
iceberg.ActivatedMarketOrderAccepted(orderID);
iceberg.SetNewOrderPrice(newPrice);
mockServer.Verify(s => s.CreateOrder(It.IsAny<OrderRecord>()),
Times.Once());
mockServer.Verify(s => s.UpdateOrder(It.IsAny<OrderRecord>(), It.IsAny<OrderRecord>()),
Times.Once());
Assert.AreEqual(1,
updatedOrders.OldRecords.Count,
"Incorrect number of old orders in update callback");
var old = updatedOrders.OldRecords[0];
Assert.AreEqual(expected.ClOrdID,
old.ClOrdID,
"Incorrect ClOrdID for old record when updating");
Assert.AreEqual(1,
updatedOrders.NewRecords.Count,
"Incorrect number of new orders in update callback");
var update = updatedOrders.NewRecords[0];
Assert.AreEqual(newPrice, update.Price, "Updated order price incorrect");
}
public void SettingNewPriceWhileWaitingForMarketOrderAcceptanceThrows()
{
const decimal totalQ = 25;
const decimal clipQ = 10;
var expected = DefaultFakeOrderRecord(quantity: totalQ);
var mockServer = new Mock<IServerFacade>();
mockServer.Setup(s => s.CreateOrder(It.IsAny<OrderRecord>())).Returns(true);
const decimal priceDelta = 0;
var iceberg = new IcebergOrder(mockServer.Object,
expected.Symbol,
expected.ClOrdID,
expected.Side,
expected.Quantity,
clipQ,
expected.Price,
priceDelta);
iceberg.Activate();
Assert.Throws<ApplicationException>(() => iceberg.SetNewOrderPrice(100));
}
public void SettingNewPriceBeforeActivatingShouldNotNeedToUpdateServerOrder()
{
const decimal totalQ = 25;
const decimal clipQ = 10;
var expected = DefaultFakeOrderRecord(quantity: totalQ);
var mockServer = new Mock<IServerFacade>();
const decimal priceDelta = 0;
var iceberg = new IcebergOrder(mockServer.Object,
expected.Symbol,
expected.ClOrdID,
expected.Side,
expected.Quantity,
clipQ,
expected.Price,
priceDelta);
var newPrice = expected.Price + 10;
iceberg.SetNewOrderPrice(newPrice);
Assert.AreEqual(newPrice, iceberg.CurrentPrice, "Price not updated correctly");
mockServer.Verify(s => s.CreateOrder(It.IsAny<OrderRecord>()), Times.Never());
}
